+28.4%
SNPS vs RCAT
+23.8%
+4.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.9% | +10.0% | -3.9% |
| 7D | -10.2% | -32.6% | +22.4% | -7.8% |
| 30D | -12.8% | -46.3% | +33.5% | -9.2% |
| 3M | +9.9% | -60.7% | +70.5% | +16.7% |
| 6M | -12.4% | -67.4% | +55.0% | -6.8% |
| YTD | -6.3% | -57.1% | +50.8% | -3.4% |
| 1Y | +7.6% | -63.8% | +71.4% | +11.6% |
| 3Y | -9.8% | +268.1% | -277.9% | -20.0% |
| All | +28.4% | +23.8% | +4.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling